+494.2%
CEG vs FGI
-70.3%
+564.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.4% | -2.5% |
| 7D | -9.4% | -11.6% | +2.2% | -9.5% |
| 30D | -20.2% | -3.3% | -16.9% | -20.2% |
| 3M | -9.5% | +65.6% | -75.0% | -8.7% |
| 6M | -25.0% | -2.8% | -22.2% | -24.6% |
| YTD | -31.9% | +30.1% | -62.0% | -31.1% |
| 1Y | -33.7% | +50.2% | -83.8% | -32.5% |
| 3Y | +108.7% | -0.4% | +109.1% | +117.8% |
| All | +494.2% | -70.3% | +564.5% | +515.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FGI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling